Amsterdam Small Cap Index (^ASCX)
Share Price Chart
Loading data...
Performance
The chart shows the growth of an initial investment of €10,000 in Amsterdam Small Cap Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Compare to other instruments
Return
Amsterdam Small Cap Index had a return of 1.72% year-to-date (YTD) and -1.11% in the last 12 months. Over the past 10 years, Amsterdam Small Cap Index had an annualized return of 9.18%, while the S&P 500 had an annualized return of 9.70%, indicating that Amsterdam Small Cap Index did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 1.72% | 18.49% |
| 1 month | 1.21% | 4.20% |
| 6 months | -3.78% | 6.60% |
| 1 year | -1.11% | 15.43% |
| 5 years (annualized) | 6.11% | 11.59% |
| 10 years (annualized) | 9.18% | 9.70% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -1.73% | -0.06% | 6.92% | -1.87% | -3.71% | -6.28% | 1.34% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for Amsterdam Small Cap Index (^ASCX) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
^ASCX Amsterdam Small Cap Index | 0.10 | ||||
^GSPC S&P 500 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Amsterdam Small Cap Index. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Amsterdam Small Cap Index was 68.24%, occurring on Mar 9, 2009. Recovery took 2030 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -68.24% | Jul 20, 2007 | 427 | Mar 9, 2009 | 2030 | Jan 25, 2017 | 2457 |
| -61.55% | Sep 5, 2000 | 656 | Mar 11, 2003 | 756 | Feb 1, 2006 | 1412 |
| -44.79% | Jun 15, 2018 | 450 | Mar 18, 2020 | 186 | Dec 8, 2020 | 636 |
| -23.58% | Feb 11, 2022 | 172 | Oct 12, 2022 | — | — | — |
| -14.99% | May 11, 2006 | 24 | Jun 13, 2006 | 129 | Dec 11, 2006 | 153 |
Volatility Chart
The current Amsterdam Small Cap Index volatility is 4.46%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.